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Midday Roll Update: Most >60%

US TSY FUTURES

Sep futures cede lead quarterly to Dec futures on Aug 31 "first notice" date. Sep futures won't expire until mid-late September: 10s, 30s and Ultras on 9/21; 2s & 5s 9/30. Percentage completion:

  • TUU/TUZ appr 684,300 -1.12 last; appr 62% complete
  • FVU/FVZ appr 716,800 -4.0 last; appr 56% complete
  • TYU/TYZ appr 1,298,200 4.75 last; appr 63% complete
  • UXYU/UXYZ 207,700, -2-03.25 last; appr 56% complete
  • USU/USZ 192,800, 1-21 last; appr 65% complete
  • WNU/WNZ 286,000, -3-11.5 last; appr 64% complete

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